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We present an integration based procedure for predicting the distribution f of an indicator of interest in situations where, in addition to the sample data, one has access to covariates that are available for the entire population. The proposed method, based on similar ideas that have been used...
Persistent link: https://www.econbiz.de/10011933339
Bootstrap tests are tests for which the significance level is calculated by some sort of bootstrap procedure, which may be parametric or nonparametric. We show that, in many circumstances, the size distortion of a bootstrap P value for a test will be one whole order of magnitude smaller than...
Persistent link: https://www.econbiz.de/10011940589
Various versions of the wild bootstrap are studied as applied to regression models with heteroskedastic errors. We develop formal Edgeworth expansions for the error in the rejection probability (ERP) of wild bootstrap tests based on asymptotic t statistics computed with a heteroskedasticity...
Persistent link: https://www.econbiz.de/10011940627
The aim of this paper is to analyze the changes in the wage inequality of the Greater Buenos Aires during 1995-2003. In order to do so I apply the Juhn, Murphy and Pierce (1993) microdecomposition methodology. Although, I estimate the parameters through a quantile regression technique proposed...
Persistent link: https://www.econbiz.de/10011941091
In empirical research it is common practice to use sensible rules of thumb for cleaning data. Measurement error is often the justification for removing (trimming) or recoding (winsorizing) observations whose values lie outside a specified range. We consider a general measurement error process...
Persistent link: https://www.econbiz.de/10010261852
The paper proposes two estimation approaches for duration models that are subject to right censored observations and selection effects. Main focus is on accelerated duration models and the estimators that are of the limited information type, i.e. they are not based on a fully specified selection...
Persistent link: https://www.econbiz.de/10010262324
The IAB employment subsample is now available for researchers in a third, anonymised version. Following the so-called basic file and the regional file from the IAB employment subsample, which encompassed the years 1975 to 1990, the actualized version of the basic file covers now the years 1975...
Persistent link: https://www.econbiz.de/10010262342
This paper uses administrative data from Missouri to examine the sensitivity of job training program impact estimates based on alternative nonexperimental methods. In addition to simple regression adjustment, we consider Mahalanobis distance matching and a variety of methods using propensity...
Persistent link: https://www.econbiz.de/10010262752
Many social experiments are run in multiple waves, or are replications of earlier social experiments. In principle, the sampling design can be modified in later stages or replications to allow for more efficient estimation of causal effects. We consider the design of a two-stage experiment for...
Persistent link: https://www.econbiz.de/10010264885
Lohnzuschüsse für Niedriglohn-Jobs sind ein Instrument der aktiven Arbeitsmarktpolitik, um die berufliche Integration Geringqualifizierter und Langzeitarbeitsloser zu fördern. Der Autor stellt die Hypothese auf, dass durch die staatliche Lohnsubvention, auch wenn sich hierdurch der...
Persistent link: https://www.econbiz.de/10010267216